Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 3.90% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 471'073 | 157'024 | 118'270 CHF | 40'994 CHF | 98.94% | 98.94% |
19.11.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 487'719 | 162'573 | 118'514 CHF | 41'131 CHF | 95.78% | 95.78% |
18.11.2024 | 2.56% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'935 CHF | 59'478 CHF | 96.94% | 96.94% |
15.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'396 CHF | 68'299 CHF | 94.98% | 94.98% |
14.11.2024 | 1.91% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'137 CHF | 79'879 CHF | 98.43% | 98.43% |
13.11.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 484'282 | 161'427 | 137'079 CHF | 47'307 CHF | 98.30% | 98.30% |
12.11.2024 | 2.84% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'692 | 150'231 | 156'964 CHF | 53'824 CHF | 98.40% | 98.40% |
11.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'740 CHF | 67'413 CHF | 98.70% | 98.70% |
08.11.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'227 CHF | 61'576 CHF | 97.70% | 97.70% |
07.11.2024 | 2.26% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'764 CHF | 67'421 CHF | 98.11% | 98.11% |